WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   371,660:    79,073     79,279     58,438    201,275    176,589    338,786    314,306:    32,874     57,354
Old  :    42,932:    13,619     16,192        490     21,263     18,408     35,372     35,090:     7,560      7,842
Other:   328,728:    80,264     77,897     43,138    180,012    158,181    303,414    279,216:    25,314     49,512
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :   -14,733:     2,377    -12,118     -3,896    -13,118      1,767    -14,637    -14,247:       -96       -486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       21.3       15.7       54.2       47.5       91.2       84.6:       8.8       15.4
Old  :     100.0:      31.7       37.7        1.1       49.5       42.9       82.4       81.7:      17.6       18.3
Other:     100.0:      24.4       23.7       13.1       54.8       48.1       92.3       84.9:       7.7       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:        84        127        103         66        100        228        269:
Old  :       174:        44         52          3         31         52         76        106:
Other:       322:        85        118         85         57         97        203        249:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       16.5       38.3       23.3       24.9       15.3       38.0       21.8
Old  :                 39.2       23.9       52.3       36.8       39.2       23.9       51.7       36.8
Other:                 25.2       17.6       38.5       24.8       25.2       16.3       38.2       23.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,363,284:   358,148     95,965    221,270    613,652    803,786  1,193,070  1,121,021:   170,214    242,263
Old  :   732,748:   161,381    145,277     77,507    394,891    396,922    633,779    619,706:    98,969    113,042
Other:   630,536:   301,796     55,717     38,734    218,761    406,864    559,291    501,315:    71,245    129,221
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :   -35,858:    -3,606      8,728    -13,533    -14,015    -27,123    -31,154    -31,928:    -4,704     -3,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        7.0       16.2       45.0       59.0       87.5       82.2:      12.5       17.8
Old  :     100.0:      22.0       19.8       10.6       53.9       54.2       86.5       84.6:      13.5       15.4
Other:     100.0:      47.9        8.8        6.1       34.7       64.5       88.7       79.5:      11.3       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       799:       230        116        192        267        344        587        596:
Old  :       719:       173        138        130        223        309        464        524:
Other:       664:       191         84         62        154        317        361        451:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       15.8       23.5       21.6       14.9       15.2       22.8       19.9
Old  :                 19.4       20.0       29.9       27.1       19.4       19.2       29.9       25.5
Other:                 19.8       12.8       29.8       20.6       19.8       12.3       29.7       18.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    19,096:     6,635         82        794      6,513     15,763     13,942     16,639:     5,154      2,457
Old  :     2,769:     1,364        142          0        347      1,888      1,711      2,030:     1,058        739
Other:    16,327:     5,433        102        632      6,166     13,875     12,231     14,609:     4,096      1,718
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :    -1,372:      -165         10        -57       -864     -1,452     -1,086     -1,499:      -286        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        0.4        4.2       34.1       82.5       73.0       87.1:      27.0       12.9
Old  :     100.0:      49.3        5.1        0.0       12.5       68.2       61.8       73.3:      38.2       26.7
Other:     100.0:      33.3        0.6        3.9       37.8       85.0       74.9       89.5:      25.1       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        31          4         11         17         17         56         28:
Old  :        32:        11          4          0          3         15         14         19:
Other:        57:        26          4          9         17         16         49         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       51.8       36.6       75.2       23.8       50.5       35.0       67.2
Old  :                 39.4       45.1       53.6       59.0       39.4       44.1       53.6       58.0
Other:                 27.5       58.4       41.6       81.7       27.0       57.1       40.1       74.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   482,956:   121,395     36,714     87,269    220,029    276,415    428,693    400,398:    54,263     82,558
Old  :   312,884:    87,776     44,597     30,105    159,470    192,151    277,351    266,853:    35,533     46,031
Other:   170,072:    63,702     22,200     27,081     60,559     84,264    151,342    133,545:    18,730     36,527
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :      -478:   -11,659     -1,198     12,787      4,487     -8,415      5,615      3,174:    -6,093     -3,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.6       18.1       45.6       57.2       88.8       82.9:      11.2       17.1
Old  :     100.0:      28.1       14.3        9.6       51.0       61.4       88.6       85.3:      11.4       14.7
Other:     100.0:      37.5       13.1       15.9       35.6       49.5       89.0       78.5:      11.0       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       153         84        144        120        154        362        343:
Old  :       437:       151         88         98        103        136        309        290:
Other:       310:        62         84         53         62        131        161        241:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       22.0       29.2       33.2       17.3       19.3       25.9       25.6
Old  :                 24.2       27.7       34.2       38.9       24.2       27.3       34.0       37.7
Other:                 28.6       20.3       36.9       27.6       27.0       16.2       34.1       22.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,576:    11,833      1,731      1,051          0        655     12,884      3,437:     2,692     12,139
Old  :     5,657:     3,170      1,593        678          0         11      3,848      2,282:     1,809      3,375
Other:     9,919:     8,922        397        114          0        644      9,036      1,155:       883      8,764
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :    -1,989:    -2,082     -2,653        579        -33       -240     -1,536     -2,314:      -453        325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0       11.1        6.7        0.0        4.2       82.7       22.1:      17.3       77.9
Old  :     100.0:      56.0       28.2       12.0        0.0        0.2       68.0       40.3:      32.0       59.7
Other:     100.0:      89.9        4.0        1.1        0.0        6.5       91.1       11.6:       8.9       88.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15          7          9          0          3         17         17:
Old  :        24:        12         10          8          0          2         16         16:
Other:        17:        10          4          3          0          3         10         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8        8.7       71.1       14.9       55.5        7.5       68.2       13.1
Old  :                 36.0       20.6       53.2       33.4       34.8       15.7       49.4       26.0
Other:                 76.9        8.6       88.9       11.5       75.8        8.6       87.8       10.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   314,848:    93,598     12,267     43,357    144,334    237,816    281,289    293,440:    33,559     21,408
Old  :   229,136:    76,642     26,714     15,798    108,189    168,824    200,629    211,336:    28,507     17,800
Other:    85,712:    34,942      3,539      9,573     36,145     68,992     80,660     82,104:     5,052      3,608
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :    -8,765:    -7,385        743     -5,841      3,284     -6,000     -9,942    -11,098:     1,177      2,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        3.9       13.8       45.8       75.5       89.3       93.2:      10.7        6.8
Old  :     100.0:      33.4       11.7        6.9       47.2       73.7       87.6       92.2:      12.4        7.8
Other:     100.0:      40.8        4.1       11.2       42.2       80.5       94.1       95.8:       5.9        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        95         20         54         66         57        186        122:
Old  :       207:        80         39         45         61         54        170        116:
Other:       106:        46          7         21         34         36         85         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       37.1       25.6       52.7       15.9       33.4       23.7       46.3
Old  :                 20.8       42.6       30.6       53.6       20.8       42.2       29.9       51.3
Other:                 32.3       47.1       46.7       63.7       30.3       46.6       42.1       60.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   890,178:   119,629    231,185     11,699    642,638    463,771    773,966    706,655:   116,212    183,523
Old  :   890,178:   119,629    231,185     11,699    642,638    463,771    773,966    706,655:   116,212    183,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :     9,972:   -32,384     25,878      2,263     35,677    -16,962      5,556     11,179:     4,416     -1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       26.0        1.3       72.2       52.1       86.9       79.4:      13.1       20.6
Old  :     100.0:      13.4       26.0        1.3       72.2       52.1       86.9       79.4:      13.1       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        22         51         28         63         85        101        149:
Old  :       180:        22         51         28         63         85        101        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       25.0       43.6       34.8       23.9       17.5       34.3       24.8
Old  :                 30.1       25.0       43.6       34.8       23.9       17.5       34.3       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   220,311:    46,262     20,800     29,266    103,252    144,109    178,780    194,175:    41,531     26,136
Old  :   146,661:    39,045     16,435     15,902     61,370     93,382    116,317    125,719:    30,344     20,942
Other:    73,650:    12,811      9,959      7,770     41,882     50,727     62,463     68,456:    11,187      5,194
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :       115:    -3,301        779      1,417      4,687        358      2,803      2,554:    -2,688     -2,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        9.4       13.3       46.9       65.4       81.1       88.1:      18.9       11.9
Old  :     100.0:      26.6       11.2       10.8       41.8       63.7       79.3       85.7:      20.7       14.3
Other:     100.0:      17.4       13.5       10.5       56.9       68.9       84.8       92.9:      15.2        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        58         29         50         61         59        149        126:
Old  :       168:        55         31         39         57         51        135        107:
Other:       106:        31         18         24         41         33         86         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       33.0       34.0       49.4       24.3       31.6       32.7       46.2
Old  :                 19.4       37.2       29.3       48.6       18.7       36.0       28.0       47.1
Other:                 43.2       42.6       53.9       54.3       42.9       40.7       51.1       51.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,929:     4,328      1,253      1,541      6,745     11,447     12,614     14,241:     3,315      1,688
Old  :     7,682:     1,344      1,587        510      4,066      4,362      5,920      6,459:     1,762      1,223
Other:     8,247:     3,352         34        663      2,679      7,085      6,694      7,782:     1,553        465
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :       536:        53        -10        362       -135       -172        280        180:       256        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        7.9        9.7       42.3       71.9       79.2       89.4:      20.8       10.6
Old  :     100.0:      17.5       20.7        6.6       52.9       56.8       77.1       84.1:      22.9       15.9
Other:     100.0:      40.6        0.4        8.0       32.5       85.9       81.2       94.4:      18.8        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        24          8         11         24         16         51         33:
Old  :        57:        16         11          7         17         13         37         28:
Other:        42:        16          2          7         14         12         31         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       57.0       35.1       70.8       19.9       48.7       31.0       62.0
Old  :                 23.2       50.8       38.8       65.3       23.2       50.8       38.8       64.2
Other:                 36.6       72.8       54.9       87.2       32.4       60.5       44.1       71.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   995,567:   153,733    294,875     13,927    689,907    602,499    857,567    911,301:   138,000     84,266
Old  :   995,567:   153,733    294,875     13,927    689,907    602,499    857,567    911,301:   138,000     84,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :       185:      -765    -19,269        899      8,003     26,608      8,137      8,238:    -7,952     -8,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       29.6        1.4       69.3       60.5       86.1       91.5:      13.9        8.5
Old  :     100.0:      15.4       29.6        1.4       69.3       60.5       86.1       91.5:      13.9        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        40         42         15         87         76        134        126:
Old  :       206:        40         42         15         87         76        134        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       31.3       33.4       44.0       19.9       29.9       30.7       41.0
Old  :                 22.2       31.3       33.4       44.0       19.9       29.9       30.7       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,591,352:   745,313    339,709     72,325  1,500,048  1,742,067  2,317,686  2,154,101:   273,666    437,251
Old  : 2,591,352:   745,313    339,709     72,325  1,500,048  1,742,067  2,317,686  2,154,101:   273,666    437,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :    36,720:   -16,486     -9,573     10,892     30,384        119     24,790      1,438:    11,930     35,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       13.1        2.8       57.9       67.2       89.4       83.1:      10.6       16.9
Old  :     100.0:      28.8       13.1        2.8       57.9       67.2       89.4       83.1:      10.6       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        55         75         44        123        128        202        223:
Old  :       311:        55         75         44        123        128        202        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       29.4       39.7       40.0       25.0       24.8       35.8       34.4
Old  :                 28.4       29.4       39.7       40.0       25.0       24.8       35.8       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,590,132:   210,902    351,345     34,870  1,091,714    938,573  1,337,486  1,324,788:   252,646    265,344
Old  : 1,590,132:   210,902    351,345     34,870  1,091,714    938,573  1,337,486  1,324,788:   252,646    265,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :    22,722:    20,703      9,612      7,063    -19,758     12,534      8,008     29,209:    14,714     -6,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       22.1        2.2       68.7       59.0       84.1       83.3:      15.9       16.7
Old  :     100.0:      13.3       22.1        2.2       68.7       59.0       84.1       83.3:      15.9       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        40         39         26         89         79        142        131:
Old  :       202:        40         39         26         89         79        142        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       29.0       39.5       40.1       23.2       27.1       30.5       35.4
Old  :                 30.4       29.0       39.5       40.1       23.2       27.1       30.5       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   596,649:   152,637    202,101     74,579    338,036    298,433    565,252    575,113:    31,397     21,536
Old  :   596,649:   152,637    202,101     74,579    338,036    298,433    565,252    575,113:    31,397     21,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :   -13,258:    -5,919      2,761     -2,016     -3,151     -7,773    -11,086     -7,028:    -2,172     -6,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       33.9       12.5       56.7       50.0       94.7       96.4:       5.3        3.6
Old  :     100.0:      25.6       33.9       12.5       56.7       50.0       94.7       96.4:       5.3        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        33         30         32         61         46        112         91:
Old  :       132:        33         30         32         61         46        112         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       36.4       46.3       53.0       32.7       33.5       42.6       43.6
Old  :                 34.1       36.4       46.3       53.0       32.7       33.5       42.6       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 TROY OUNCES)                                           :
     :          :                                                                            :
All  :    10,783:     2,101      1,779        356      1,423      5,506      3,880      7,641:     6,903      3,142
Old  :    10,783:     2,101      1,779        356      1,423      5,506      3,880      7,641:     6,903      3,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       16.5        3.3       13.2       51.1       36.0       70.9:      64.0       29.1
Old  :     100.0:      19.5       16.5        3.3       13.2       51.1       36.0       70.9:      64.0       29.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         8          4          1          3          7         11         12:
Old  :        21:         8          4          1          3          7         11         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       43.7       30.8       60.2       18.9       43.7       27.6       60.1
Old  :                 19.6       43.7       30.8       60.2       18.9       43.7       27.6       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    31,771:    12,151      2,490        603      1,889     22,540     14,643     25,633:    17,128      6,138
Old  :    31,771:    12,151      2,490        603      1,889     22,540     14,643     25,633:    17,128      6,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :       -83:      -122        590         -7       -492       -384       -621        199:       538       -282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        7.8        1.9        5.9       70.9       46.1       80.7:      53.9       19.3
Old  :     100.0:      38.2        7.8        1.9        5.9       70.9       46.1       80.7:      53.9       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        24          9          4          4         15         30         26:
Old  :        49:        24          9          4          4         15         30         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       42.4       26.9       59.9       17.8       42.1       26.9       59.6
Old  :                 17.8       42.4       26.9       59.9       17.8       42.1       26.9       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    41,084:    16,202      6,598         46     16,974     28,007     33,222     34,651:     7,862      6,433
Old  :    41,084:    16,202      6,598         46     16,974     28,007     33,222     34,651:     7,862      6,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :       621:      -750         95        -31        -41        -61       -822          3:     1,443        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       16.1        0.1       41.3       68.2       80.9       84.3:      19.1       15.7
Old  :     100.0:      39.4       16.1        0.1       41.3       68.2       80.9       84.3:      19.1       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        23         11          4         16         14         40         28:
Old  :        60:        23         11          4         16         14         40         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       46.4       46.0       62.7       26.0       46.4       45.2       62.7
Old  :                 26.8       46.4       46.0       62.7       26.0       46.4       45.2       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    85,573:    43,402     32,505        523     27,746     30,837     71,671     63,865:    13,902     21,708
Old  :    85,573:    43,402     32,505        523     27,746     30,837     71,671     63,865:    13,902     21,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :    11,498:     4,288      5,528        -13      4,470     -1,074      8,745      4,441:     2,753      7,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.7       38.0        0.6       32.4       36.0       83.8       74.6:      16.2       25.4
Old  :     100.0:      50.7       38.0        0.6       32.4       36.0       83.8       74.6:      16.2       25.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        27         49          2         23         23         52         72:
Old  :       115:        27         49          2         23         23         52         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       24.9       51.8       35.9       41.3       23.3       51.8       34.0
Old  :                 41.3       24.9       51.8       35.9       41.3       23.3       51.8       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    46,253:     2,260     16,331        333     43,383     27,567     45,976     44,231:       277      2,022
Old  :    46,253:     2,260     16,331        333     43,383     27,567     45,976     44,231:       277      2,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :      -364:      -312        250          0       -171       -659       -483       -409:       119         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       35.3        0.7       93.8       59.6       99.4       95.6:       0.6        4.4
Old  :     100.0:       4.9       35.3        0.7       93.8       59.6       99.4       95.6:       0.6        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8         13          2         14          9         22         24:
Old  :        38:         8         13          2         14          9         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       82.6       90.1       89.6       69.9       70.6       81.1       77.6
Old  :                 73.9       82.6       90.1       89.6       69.9       70.6       81.1       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 20, 2007